Depth-based Runs Tests For Multivariate Central Symmetry

The author (1990) introduced a nonparametric procedure based on runs for the problem of testing univariate symmetry about the origin (equivalently, about an arbitrary specified center). His procedure first reorders the observations according to their absolute values, and then rejects the null when the number of runs in the resulting series of signs is too small. This test is universally consistent and enjoys nice robustness properties, but is unfortunately limited to the univariate setup. In this paper, the authors extend McWilliams' procedure into tests of central symmetry in any dimension.

Provided by: Universite Libre de Bruxelles Topic: CXO Date Added: Feb 2011 Format: PDF

Find By Topic